Nomura: If S&P Hits 2535, CTAs Go "Max Short", Sell $100 Billion | Zero Hedge

Nomura: If S&P Hits 2535, CTAs Go "Max Short", Sell $100 Billion | Zero Hedge: "The risk is that this “clustering” at / near 2535 is likely to act as a “stop loss” for many, as ‘longs’ established over the recent 1Y + time horizon turn into losses."

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